Early Prediction on Time Series: A Nearest Neighbor Approach.
Zhengzheng XingJian PeiPhilip S. YuPublished in: IJCAI (2009)
Keyphrases
- nearest neighbor
- knn
- financial time series
- k nearest neighbor
- prediction accuracy
- moving average
- exponential smoothing
- non stationary
- prediction model
- high dimensional data
- high dimensional
- distance function
- chaotic time series
- prediction error
- nearest neighbor queries
- training set
- dynamic time warping
- extreme values
- nearest neighbor search
- mackey glass
- nearest neighbor algorithm
- training data
- multivariate time series
- prediction algorithm
- data mining tasks
- temporal data
- stock market
- short term
- data structure